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作者：Booth, Annie s.; Renganathan, S. ashwin; Gramacy, Robert b.
作者单位：North Carolina State University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Virginia Polytechnic Institute & State University
摘要：Bayesian deep Gaussian processes (DGPs) outperform ordinary GPs as surrogate models of complex computer experiments when response surface dynamics are nonstationary, which is especially prevalent in aerospace simulations. Yet DGP surrogates have not been deployed for the canonical downstream task in that setting: reliability analysis through contour location (CL). In that context we are motivated by a simulation of an RAE-2822 transonic airfoil which demarcates efficient and inefficient flight...
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作者：Pajor, Anna; Kwiatkowski, Lukasz; Wroblewska, Justyna
作者单位：Cracow University of Economics; Cracow University of Economics
摘要：We check whether taking into account long-term relationships in heteroscedastic VAR models affects their predictive performance before and during the Covid-19 pandemic. Also, we examine whether the predictions can benefit from suspending posterior updates at some point. Empirical analysis covers five different economies and uses Bayesian VAR/VEC models with volatility specifications combining stochastic volatility and GARCH processes. It emerges that, while accounting for cointegration relatio...
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作者：Li, Lexin
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作者：Nath, Shanjukta; Warren, Keith; Paul, Subhadeep
作者单位：University System of Georgia; University of Georgia; University System of Ohio; Ohio State University; University System of Ohio; Ohio State University
摘要：We investigate peer role model influence on successful graduation from therapeutic communities (TCs) for substance abuse and criminal behavior. We use data from three TCs that kept records of exchanges of affirmations among residents and their precise entry and exit dates, allowing us to form peer networks and define a causal effect of interest. The role model effect measures the difference in the expected outcome of a resident (ego) who can observe one of their peers graduate before the ego's...
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作者：Jiang, Lei; Peng, Liang; Qin, Hongling; Yang, Bingduo
作者单位：University System of Ohio; Kent State University; Kent State University Salem; Kent State University Kent; University System of Georgia; Georgia State University; Auburn University System; Auburn University; Guangdong University of Finance & Economics
摘要：The predictability test is critical in developing momentum trading strategies. In time-series momentum (TSM) tests via linear predictive regressions, the classical and Newey-West t-tests have size distortions because of endogeneity and a lack of enough finite moments. To tackle these issues, this paper proposes a new test that features a model of the error correlations, weighted least squares estimation, and the random weighted bootstrap method. Simulations confirm its accurate size and good p...
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作者：McKennan, Chris; Sang, Zhe; Shi, Yi
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Icahn School of Medicine at Mount Sinai
摘要：Nanobodies are small antibody fragments derived from camelids that selectively bind to antigens. These proteins have marked physicochemical properties that support advanced therapeutics, including possible treatments for SARS-CoV-2. To realize their potential, bottom-up proteomics via liquid chromatography-tandem mass spectrometry (LC-MS/MS) has been proposed to identify antigen-specific nanobodies at the proteome scale, where a critical component of this pipeline is matching nanobody peptides...
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作者：Seymour, Rowland; Nyarko-Agyei, Albert; McCabe, Helen; Severn, Katie; Sirl, David; Kypraios, Theodore; Taylor, Adam
作者单位：University of Birmingham; University of Nottingham; University of Nottingham; University of Nottingham
摘要：Forcing someone into marriage against their will is a violation of their human rights. In 2021, the county of Nottinghamshire, U.K., launched a strategy to tackle forced marriage and violence against women and girls. We set out to map the risk of forced marriage across the county to support the strategy and enable the development of local interventions. However, there was no centralised database for forced marriage in the county and carrying out a survey using standard survey methods was unlik...
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作者：Zens, Gregor; Thalheimer, Lisa
作者单位：International Institute for Applied Systems Analysis (IIASA)
摘要：Understanding the short-run dynamics of conflict and forced displacement is crucial for the design of effective policy responses, yet quantitative analyses in this realm are sparse. This is primarily due to the scarcity of high-frequency displacement data and methodological challenges arising when modeling imperfect data collected in conflict zones. Addressing both issues, we develop a Bayesian panel regression model to assess the shortterm impact of conflict on displacement in Somalia, utiliz...
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作者：Li, Yijia; Nguyen, Quynh nhu; Xu, Maochao; Zhao, Peng; Hu, Taizhong
作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; University of Texas System; University of Texas at San Antonio; Illinois State University; Jiangsu Normal University
摘要：Modeling cyber data breach risks poses a formidable challenge, primarily due to the intricate multivariate dependencies within a backdrop of limited data. This study proposes a novel ensemble learning approach that effectively captures both the temporal and cross-sectional dependence inherent in cyber risks. The proposed approach is significantly different from those traditional ones that directly model the multivariate dependence among risks. Instead, our approach leverages bivariate copulas ...
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作者：Prado, Estevao B.; Parnell, Andrew C.; Moral, Rafael A.; Mcjames, Nathan; O'shea, Ann; Murphy, Keefe
作者单位：Lancaster University; Maynooth University; Maynooth University; Maynooth University
摘要：We propose some extensions to semiparametric models based on Bayesian additive regression trees (BART). In the semiparametric BART paradigm, the response variable is approximated by a linear predictor and a BART model, where the linear component is responsible for estimating the main effects and BART accounts for nonspecified interactions and nonlinearities. Previous semiparametric models based on BART have assumed that the set of covariates in the linear predictor and the BART model are mutua...
